+150.2%
MOS vs JBHT
+11,637.0%
-11,486.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.6% |
| 7D | +9.5% | +4.9% | +4.7% | +7.9% |
| 30D | +10.4% | +0.6% | +9.8% | +10.0% |
| 3M | +12.9% | -3.2% | +16.1% | +13.4% |
| 6M | +1.2% | +17.0% | -15.7% | -4.5% |
| YTD | +9.3% | +41.7% | -32.3% | -2.7% |
| 1Y | -18.0% | +90.0% | -108.0% | -33.9% |
| 3Y | -29.0% | +47.0% | -76.0% | -39.6% |
| 5Y | -9.6% | +58.3% | -67.9% | -25.5% |
| 10Y | +6.1% | +273.9% | -267.8% | -31.7% |
| All | +150.2% | +11,637.0% | -11,486.8% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling